Report Result : Breakout11 - Desynced Forex Repository

Strategy Tester Report

Download Breakout11

AlpariUK-Demo (Build 225)

Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		Lots=0.1; Begin=10; Length=4; EOD=24; Pips=5; StopLoss=50; BreakEven=30; TakeProfit=80;

Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-14.33	Gross profit	39.16	Gross loss	-53.49
Profit factor	0.73	Expected payoff	-0.51
Absolute drawdown	31.19	Maximal drawdown	48.55 (0.48%)	Relative drawdown	0.48% (48.55)

Total trades	28	Short positions (won %)	14 (50.00%)	Long positions (won %)	14 (71.43%)
		Profit trades (% of total)	17 (60.71%)	Loss trades (% of total)	11 (39.29%)
Largest		profit trade	8.02	loss trade	-5.01
Average		profit trade	2.30	loss trade	-4.86
Maximum		consecutive wins (profit in money)	4 (0.00)	consecutive losses (loss in money)	3 (-14.37)
Maximal		consecutive profit (count of wins)	15.44 (3)	consecutive loss (count of losses)	-14.37 (3)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 10:00	buy stop	1	0.10	1.00613	1.00563	1.00693
2	2009.12.01 10:02	sell stop	2	0.10	1.00000	1.00050	0.99920
3	2009.12.01 10:15	sell	2	0.10	1.00000	1.00050	0.99920
4	2009.12.01 10:40	s/l	2	0.10	1.00050	1.00050	0.99920	-5.00	9995.00
5	2009.12.01 23:59	delete	1	0.10	1.00613	1.00563	1.00693
6	2009.12.02 10:00	buy stop	3	0.10	1.00105	1.00055	1.00185
7	2009.12.02 10:00	sell stop	4	0.10	0.99771	0.99821	0.99691
8	2009.12.02 17:15	buy	3	0.10	1.00105	1.00055	1.00185
9	2009.12.02 17:15	modify	3	0.10	1.00105	1.00105	1.00185
10	2009.12.02 17:20	t/p	3	0.10	1.00185	1.00105	1.00185	7.98	10002.98
11	2009.12.02 23:59	delete	4	0.10	0.99771	0.99821	0.99691
12	2009.12.03 10:00	buy stop	5	0.10	1.00028	0.99978	1.00108
13	2009.12.03 10:00	sell stop	6	0.10	0.99639	0.99689	0.99559
14	2009.12.03 14:32	sell	6	0.10	0.99639	0.99689	0.99559
15	2009.12.03 14:40	s/l	6	0.10	0.99689	0.99689	0.99559	-5.01	9997.97
16	2009.12.03 15:15	buy	5	0.10	1.00028	0.99978	1.00108
17	2009.12.03 15:20	modify	5	0.10	1.00028	1.00028	1.00108
18	2009.12.03 15:27	s/l	5	0.10	1.00028	1.00028	1.00108	0.00	9997.97
19	2009.12.04 10:00	buy stop	7	0.10	1.00152	1.00102	1.00232
20	2009.12.04 10:00	sell stop	8	0.10	0.99866	0.99916	0.99786
21	2009.12.04 14:26	sell	8	0.10	0.99866	0.99916	0.99786
22	2009.12.04 14:30	t/p	8	0.10	0.99786	0.99916	0.99786	8.02	10005.99
23	2009.12.04 14:40	buy	7	0.10	1.00152	1.00102	1.00232
24	2009.12.04 14:40	modify	7	0.10	1.00152	1.00152	1.00232
25	2009.12.04 14:42	s/l	7	0.10	1.00152	1.00152	1.00232	0.00	10005.99
26	2009.12.07 10:00	sell stop	9	0.10	1.01384	1.01434	1.01304
27	2009.12.07 23:59	delete	9	0.10	1.01384	1.01434	1.01304
28	2009.12.08 10:00	buy stop	10	0.10	1.02235	1.02185	1.02315
29	2009.12.08 10:00	sell stop	11	0.10	1.01686	1.01736	1.01606
30	2009.12.08 11:02	sell	11	0.10	1.01686	1.01736	1.01606
31	2009.12.08 11:15	s/l	11	0.10	1.01736	1.01736	1.01606	-4.91	10001.08
32	2009.12.08 13:02	buy	10	0.10	1.02235	1.02185	1.02315
33	2009.12.08 13:10	s/l	10	0.10	1.02185	1.02185	1.02315	-4.89	9996.19
34	2009.12.09 10:00	buy stop	12	0.10	1.02838	1.02788	1.02918
35	2009.12.09 10:00	sell stop	13	0.10	1.02394	1.02444	1.02314
36	2009.12.09 10:15	sell	13	0.10	1.02394	1.02444	1.02314
37	2009.12.09 10:20	modify	13	0.10	1.02394	1.02394	1.02314
38	2009.12.09 10:27	s/l	13	0.10	1.02394	1.02394	1.02314	0.00	9996.19
39	2009.12.09 18:20	buy	12	0.10	1.02838	1.02788	1.02918
40	2009.12.09 18:20	modify	12	0.10	1.02838	1.02838	1.02918
41	2009.12.09 18:22	s/l	12	0.10	1.02838	1.02838	1.02918	0.00	9996.19
42	2009.12.10 10:00	buy stop	14	0.10	1.03039	1.02989	1.03119
43	2009.12.10 10:00	sell stop	15	0.10	1.02604	1.02654	1.02524
44	2009.12.10 11:15	sell	15	0.10	1.02604	1.02654	1.02524
45	2009.12.10 11:20	modify	15	0.10	1.02604	1.02604	1.02524
46	2009.12.10 11:27	s/l	15	0.10	1.02604	1.02604	1.02524	0.00	9996.19
47	2009.12.10 23:59	delete	14	0.10	1.03039	1.02989	1.03119
48	2009.12.11 10:00	buy stop	16	0.10	1.02747	1.02697	1.02827
49	2009.12.11 10:00	sell stop	17	0.10	1.02496	1.02546	1.02416
50	2009.12.11 10:20	sell	17	0.10	1.02496	1.02546	1.02416
51	2009.12.11 10:32	modify	17	0.10	1.02496	1.02496	1.02416
52	2009.12.11 10:45	s/l	17	0.10	1.02496	1.02496	1.02416	0.00	9996.19
53	2009.12.11 14:45	buy	16	0.10	1.02747	1.02697	1.02827
54	2009.12.11 14:47	s/l	16	0.10	1.02697	1.02697	1.02827	-4.87	9991.32
55	2009.12.14 10:00	buy stop	18	0.10	1.03307	1.03257	1.03387
56	2009.12.14 10:00	sell stop	19	0.10	1.02924	1.02974	1.02844
57	2009.12.14 11:45	buy	18	0.10	1.03307	1.03257	1.03387
58	2009.12.14 11:50	modify	18	0.10	1.03307	1.03307	1.03387
59	2009.12.14 11:57	s/l	18	0.10	1.03307	1.03307	1.03387	0.00	9991.32
60	2009.12.14 23:59	delete	19	0.10	1.02924	1.02974	1.02844
61	2009.12.15 10:00	buy stop	20	0.10	1.03957	1.03907	1.04037
62	2009.12.15 10:00	sell stop	21	0.10	1.03226	1.03276	1.03146
63	2009.12.15 10:15	buy	20	0.10	1.03957	1.03907	1.04037
64	2009.12.15 10:20	modify	20	0.10	1.03957	1.03957	1.04037
65	2009.12.15 10:27	s/l	20	0.10	1.03957	1.03957	1.04037	0.00	9991.32
66	2009.12.15 23:59	delete	21	0.10	1.03226	1.03276	1.03146
67	2009.12.16 10:00	buy stop	22	0.10	1.04273	1.04223	1.04353
68	2009.12.16 23:59	delete	22	0.10	1.04273	1.04223	1.04353
69	2009.12.17 10:00	buy stop	23	0.10	1.04723	1.04673	1.04803
70	2009.12.17 10:00	sell stop	24	0.10	1.04491	1.04541	1.04411
71	2009.12.17 10:10	buy	23	0.10	1.04723	1.04673	1.04803
72	2009.12.17 10:16	modify	23	0.10	1.04723	1.04723	1.04803
73	2009.12.17 10:26	s/l	23	0.10	1.04723	1.04723	1.04803	0.00	9991.32
74	2009.12.17 20:20	sell	24	0.10	1.04491	1.04541	1.04411
75	2009.12.17 20:27	s/l	24	0.10	1.04541	1.04541	1.04411	-4.78	9986.54
76	2009.12.18 10:00	buy stop	25	0.10	1.04454	1.04404	1.04534
77	2009.12.18 10:03	sell stop	26	0.10	1.04052	1.04102	1.03972
78	2009.12.18 14:50	buy	25	0.10	1.04454	1.04404	1.04534
79	2009.12.18 14:57	s/l	25	0.10	1.04404	1.04404	1.04534	-4.79	9981.75
80	2009.12.18 22:55	delete	26	0.10	1.04052	1.04102	1.03972
81	2009.12.21 10:00	buy stop	27	0.10	1.04841	1.04791	1.04921
82	2009.12.21 10:00	sell stop	28	0.10	1.04039	1.04089	1.03959
83	2009.12.21 13:16	sell	28	0.10	1.04039	1.04089	1.03959
84	2009.12.21 13:26	s/l	28	0.10	1.04089	1.04089	1.03959	-4.80	9976.95
85	2009.12.21 23:59	delete	27	0.10	1.04841	1.04791	1.04921
86	2009.12.22 10:00	buy stop	29	0.10	1.04723	1.04673	1.04803
87	2009.12.22 10:00	sell stop	30	0.10	1.04401	1.04451	1.04321
88	2009.12.22 11:20	buy	29	0.10	1.04723	1.04673	1.04803
89	2009.12.22 11:50	modify	29	0.10	1.04723	1.04723	1.04803
90	2009.12.22 11:59	s/l	29	0.10	1.04723	1.04723	1.04803	0.00	9976.95
91	2009.12.22 23:59	delete	30	0.10	1.04401	1.04451	1.04321
92	2009.12.23 10:00	buy stop	31	0.10	1.04983	1.04933	1.05063
93	2009.12.23 10:00	sell stop	32	0.10	1.04772	1.04822	1.04692
94	2009.12.23 10:50	sell	32	0.10	1.04772	1.04822	1.04692
95	2009.12.23 10:59	s/l	32	0.10	1.04822	1.04822	1.04692	-4.77	9972.18
96	2009.12.23 23:59	delete	31	0.10	1.04983	1.04933	1.05063
97	2009.12.24 10:00	buy stop	33	0.10	1.03941	1.03891	1.04021
98	2009.12.24 10:00	sell stop	34	0.10	1.03686	1.03736	1.03606
99	2009.12.24 10:15	sell	34	0.10	1.03686	1.03736	1.03606
100	2009.12.24 10:40	modify	34	0.10	1.03686	1.03686	1.03606
101	2009.12.24 10:45	t/p	34	0.10	1.03606	1.03686	1.03606	7.73	9979.91
102	2009.12.28 00:00	delete	33	0.10	1.03941	1.03891	1.04021
103	2009.12.28 10:00	buy stop	35	0.10	1.03799	1.03749	1.03879
104	2009.12.28 10:00	sell stop	36	0.10	1.03514	1.03564	1.03434
105	2009.12.28 10:15	sell	36	0.10	1.03514	1.03564	1.03434
106	2009.12.28 10:20	modify	36	0.10	1.03514	1.03514	1.03434
107	2009.12.28 10:27	s/l	36	0.10	1.03514	1.03514	1.03434	0.00	9979.91
108	2009.12.28 23:59	delete	35	0.10	1.03799	1.03749	1.03879
109	2009.12.29 10:00	buy stop	37	0.10	1.03579	1.03529	1.03659
110	2009.12.29 17:15	buy	37	0.10	1.03579	1.03529	1.03659
111	2009.12.29 17:20	t/p	37	0.10	1.03659	1.03529	1.03659	7.71	9987.62
112	2009.12.30 10:00	buy stop	38	0.10	1.03905	1.03855	1.03985
113	2009.12.30 10:00	sell stop	39	0.10	1.03579	1.03629	1.03499
114	2009.12.30 12:50	buy	38	0.10	1.03905	1.03855	1.03985
115	2009.12.30 12:57	s/l	38	0.10	1.03855	1.03855	1.03985	-4.82	9982.80
116	2009.12.30 18:20	sell	39	0.10	1.03579	1.03629	1.03499
117	2009.12.30 18:20	modify	39	0.10	1.03579	1.03579	1.03499
118	2009.12.30 18:22	s/l	39	0.10	1.03579	1.03579	1.03499	0.00	9982.80
119	2009.12.31 10:00	buy stop	40	0.10	1.03538	1.03488	1.03618
120	2009.12.31 10:00	sell stop	41	0.10	1.02893	1.02943	1.02813
121	2009.12.31 10:20	sell	41	0.10	1.02893	1.02943	1.02813
122	2009.12.31 10:22	s/l	41	0.10	1.02943	1.02943	1.02813	-4.85	9977.95
123	2009.12.31 16:15	buy	40	0.10	1.03538	1.03488	1.03618
124	2009.12.31 16:20	t/p	40	0.10	1.03618	1.03488	1.03618	7.72	9985.67